+26.3%
ODFL vs ALK
-25.3%
+51.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.4% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | -13.6% | -19.2% | +5.6% | -7.7% |
| 3M | -24.2% | -1.5% | -22.7% | -24.7% |
| 6M | -13.8% | -13.1% | -0.7% | -11.8% |
| YTD | +19.0% | -16.4% | +35.5% | +22.4% |
| 1Y | +25.7% | -33.1% | +58.7% | +38.3% |
| 3Y | -13.1% | +0.6% | -13.7% | -20.8% |
| All | +26.3% | -25.3% | +51.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling